NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.791 |
2.707 |
-0.084 |
-3.0% |
2.895 |
| High |
2.800 |
2.723 |
-0.077 |
-2.8% |
2.951 |
| Low |
2.684 |
2.620 |
-0.064 |
-2.4% |
2.675 |
| Close |
2.697 |
2.645 |
-0.052 |
-1.9% |
2.714 |
| Range |
0.116 |
0.103 |
-0.013 |
-11.2% |
0.276 |
| ATR |
0.133 |
0.131 |
-0.002 |
-1.6% |
0.000 |
| Volume |
26,402 |
31,098 |
4,696 |
17.8% |
126,616 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.911 |
2.702 |
|
| R3 |
2.869 |
2.808 |
2.673 |
|
| R2 |
2.766 |
2.766 |
2.664 |
|
| R1 |
2.705 |
2.705 |
2.654 |
2.684 |
| PP |
2.663 |
2.663 |
2.663 |
2.652 |
| S1 |
2.602 |
2.602 |
2.636 |
2.581 |
| S2 |
2.560 |
2.560 |
2.626 |
|
| S3 |
2.457 |
2.499 |
2.617 |
|
| S4 |
2.354 |
2.396 |
2.588 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.608 |
3.437 |
2.866 |
|
| R3 |
3.332 |
3.161 |
2.790 |
|
| R2 |
3.056 |
3.056 |
2.765 |
|
| R1 |
2.885 |
2.885 |
2.739 |
2.833 |
| PP |
2.780 |
2.780 |
2.780 |
2.754 |
| S1 |
2.609 |
2.609 |
2.689 |
2.557 |
| S2 |
2.504 |
2.504 |
2.663 |
|
| S3 |
2.228 |
2.333 |
2.638 |
|
| S4 |
1.952 |
2.057 |
2.562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.806 |
2.620 |
0.186 |
7.0% |
0.099 |
3.8% |
13% |
False |
True |
27,504 |
| 10 |
2.951 |
2.620 |
0.331 |
12.5% |
0.108 |
4.1% |
8% |
False |
True |
26,030 |
| 20 |
3.200 |
2.620 |
0.580 |
21.9% |
0.130 |
4.9% |
4% |
False |
True |
27,432 |
| 40 |
3.600 |
2.620 |
0.980 |
37.1% |
0.123 |
4.7% |
3% |
False |
True |
21,301 |
| 60 |
3.800 |
2.620 |
1.180 |
44.6% |
0.112 |
4.2% |
2% |
False |
True |
18,812 |
| 80 |
3.853 |
2.620 |
1.233 |
46.6% |
0.102 |
3.9% |
2% |
False |
True |
15,807 |
| 100 |
3.883 |
2.620 |
1.263 |
47.8% |
0.093 |
3.5% |
2% |
False |
True |
13,584 |
| 120 |
3.885 |
2.620 |
1.265 |
47.8% |
0.086 |
3.3% |
2% |
False |
True |
11,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.161 |
|
2.618 |
2.993 |
|
1.618 |
2.890 |
|
1.000 |
2.826 |
|
0.618 |
2.787 |
|
HIGH |
2.723 |
|
0.618 |
2.684 |
|
0.500 |
2.672 |
|
0.382 |
2.659 |
|
LOW |
2.620 |
|
0.618 |
2.556 |
|
1.000 |
2.517 |
|
1.618 |
2.453 |
|
2.618 |
2.350 |
|
4.250 |
2.182 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.672 |
2.713 |
| PP |
2.663 |
2.690 |
| S1 |
2.654 |
2.668 |
|